+629.3%
VST vs CCI
-36.6%
+665.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.2% |
| 7D | -6.0% | +3.2% | -9.2% | -6.5% |
| 30D | -18.8% | +12.2% | -31.0% | -20.1% |
| 3M | -8.0% | +23.1% | -31.2% | -10.9% |
| 6M | -10.9% | +1.3% | -12.2% | -11.6% |
| YTD | -18.3% | +4.5% | -22.8% | -19.6% |
| 1Y | -29.9% | +2.3% | -32.2% | -30.7% |
| 3Y | +290.3% | +9.8% | +280.5% | +260.9% |
| All | +629.3% | -36.6% | +665.9% | +779.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling